FRED Graph

Notes

World Uncertainty Index: Global: GDP Weighted Average (WUIGLOBALWEIGHTAVG)

Source: Ahir, Hites

Source: Bloom, Nick

Source: Furceri, Davide

Release: World Uncertainty Index

Units: Index, Not Seasonally Adjusted

Frequency: Quarterly

Notes:

The World Uncertainty Index determines uncertainty using the frequency of the selfsame word in the quarterly Economist Intelligence Unit country reports.

Please see Hites Ahir, Nicholas Bloom and Davide Furceri (2018), 'The World Uncertainty Index' for additional explanation.

Suggested Citation:

Ahir, Hites, Bloom, Nick and Furceri, Davide, World Uncertainty Index: Global: GDP Weighted Average [WUIGLOBALWEIGHTAVG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/WUIGLOBALWEIGHTAVG, .

World Uncertainty Index for United States (WUIUSA)

Source: Ahir, Hites

Source: Bloom, Nick

Source: Furceri, Davide

Release: World Uncertainty Index

Units: Index, Not Seasonally Adjusted

Frequency: Quarterly

Notes:

Suggested Citation:

Ahir, Hites, Bloom, Nick and Furceri, Davide, World Uncertainty Index for United States [WUIUSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/WUIUSA, .

Global Economic Policy Uncertainty Index: PPP-Adjusted GDP (GEPUPPP)

Source: Baker, Scott R.

Source: Bloom, Nick

Source: Davis, Steven J.

Release: Economic Policy Uncertainty

Units: Index, Not Seasonally Adjusted

Frequency: Monthly

Notes:

The Global Economic Policy Uncertainty Index is a GDP-weighted average of national EPU indices for 20 countries: Australia, Brazil, Canada, Chile, China, France, Germany, Greece, India, Ireland, Italy, Japan, Mexico, the Netherlands, Russia, South Korea, Spain, Sweden, the United Kingdom, and the United States..

For additional details, including an analysis of the performance of the model, see Baker, Scott, Nicholas Bloom and Steven Davis (2016), "Measuring Economic Policy Uncertainty"

Suggested Citation:

Baker, Scott R., Bloom, Nick and Davis, Steven J., Global Economic Policy Uncertainty Index: PPP-Adjusted GDP [GEPUPPP], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GEPUPPP, .

Economic Policy Uncertainty Index for United States (USEPUINDXM)

Source: Baker, Scott R.

Source: Bloom, Nick

Source: Davis, Steven J.

Release: Economic Policy Uncertainty

Units: Index, Not Seasonally Adjusted

Frequency: Monthly

Notes:

This index is constructed from three types of underlying components. http://www.policyuncertainty.com/us_monthly.html

For additional details, including an analysis of the performance of the model, see Baker, Scott, Nicholas Bloom and Steven Davis (2012), "Measuring Economic Policy Uncertainty"

Suggested Citation:

Baker, Scott R., Bloom, Nick and Davis, Steven J., Economic Policy Uncertainty Index for United States [USEPUINDXM], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/USEPUINDXM, .